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Vanguard Long-Term Corporate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Vanguard Long-Term Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays US Long Corporate Bond Index. |
| Category | Corporate |
| Fund Sponsor | Vanguard Group Inc/The |
| Website | www.vanguard.com |
| Inception date | Nov 19, 2009 |
| Assets (mns) | $6,655 |
| Currency | USD |
| Expense ratio | 4 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | Bank of New York Mellon |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 2778 |
| No of distinct issuers | 762 |
| Inflation protected | 0% |
| Variable/Fixed coupon | -4% /104% |
| Non-standard maturity (callable, etc.) | 73% |
| ANHEUSER-BUSCH COS. L 4.9% 2/01/46 | 0.6 % |
| GE CAPITAL INTERNATIO 4.4% 11/15/35 | 0.6 % |
| CVS HEALTH CORPORATIO 5.1% 3/25/48 | 0.4 % |
| GOLDMAN SACHS GROUP, 6.8% 1/01/37 | 0.4 % |
| DEUTSCHE TELEKOM INTE 8.8% 6/15/30 | 0.3 % |
| ANHEUSER-BUSCH COS. L 4.7% 2/01/36 | 0.3 % |
| ORACLE CORPORATION 3.9% 7/15/36 | 0.3 % |
| CVS HEALTH CORPORATIO 4.8% 3/25/38 | 0.3 % |
| VERIZON COMMUNICATION 4.9% 8/21/46 | 0.3 % |
| VERIZON COMMUNICATION 5.0% 4/15/49 | 0.3 % |
| TOTAL | 3.8 % |
|---|
| AT&T INC. | 2.1% |
| COMCAST CORPORATION | 1.8% |
| VERIZON COMMUNICATIONS INC. | 1.5% |
| UNITEDHEALTH GROUP INCORPORATED | 1.4% |
| ORACLE CORPORATION | 1.3% |
 |
UNITED STATES | 97.6 % |
 |
CANADA | 2.6 % |
 |
NETHERLANDS | 1.1 % |
 |
BRITAIN | 1.1 % |
 |
UNITED KINGDOM | 1.0 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -1.6% | 4.0% | 0.9% | 3.2% | 4.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 2.22 | 93% |
| S&P500 | 0.71 | 59% |
| MSCI EAFE | 0.78 | 66% |
| MSCI Emg. Mkts. | 0.71 | 57% |
| Recent close | $74.39 |
| 30d moving avg. | $74.87 |
| Annualized volatility | 16.5% |
| Short interest (ETF) | 6.2% |
| Relative strength (RSI) | 76 |
| Avg. volume (thou.) | 2,035 |
| Avg. daily value traded (mns) | $151 |
| Turnover | 2.3% |
| Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| VCLT | 13.4 yrs | Category Avg.* |
4.6 yrs |
| VCLT | 13.1% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.77% | -30.3% | $51.89 |
| +200 bp | 7.77% | -22.2% | $57.90 |
| +150 bp | 7.27% | -17.4% | $61.46 |
| +100 bp | 6.77% | -12.1% | $65.40 |
| +75 bp | 6.52% | -9.3% | $67.51 |
| +50 bp | 6.27% | -6.3% | $69.71 |
| +25 bp | 6.02% | -3.2% | $72.00 |
| 0 bp | 5.77% | 0% | $74.39 |
| -25 bp | 5.52% | 3.3% | $76.87 |
| -50 bp | 5.27% | 6.8% | $79.44 |
| -75 bp | 5.02% | 10.4% | $82.11 |
| -100 bp | 4.77% | 14.1% | $84.87 |
| -150 bp | 4.27% | 21.9% | $90.66 |
| -200 bp | 3.77% | 30.2% | $96.83 |
| -300 bp | 2.77% | 48.3% | $110.28 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
577 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 5.53 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.8% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The Vanguard Long-Term Corporate Bond ETF is classified as a Corporate fund. | |